Testing for unit roots in time series models with non-stationary volatility
type: Item
instance of: scholarly article
title: Testing for unit roots in time series models with non-stationary volatility
zbMATH Open document ID: 1247.91131
author: Giuseppe Cavaliere
author: A. M. Robert Taylor
published in: Journal of Econometrics
publication date: 2012-09-23T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6085412
zbMATH Keywords: unit root test
zbMATH Keywords: integrated process
zbMATH Keywords: non-stationary volatility
zbMATH Keywords: variance profile
MaRDI profile type: Publication
full work available at URL: j.jeconom.2006.07.019
OpenAlex ID: W2011111930
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DOI: 10.1016/J.JECONOM.2006.07.019
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description: scientific article; zbMATH DE number 6085412